Value at Risk The New Benchmark for Managing Financial Risk

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This third edition has been significantly updated. Jorion cites operational risk, new risk management techniques and the Basel Accords as key update issues.

PHILIPPE JORION is Professor of Finance at the School of Business at the University of California at Irvine. He was also a professor at Columbia, Northwestern, the University of Chicago, and the University of British Columbia. He holds an MBA and a PhD from the University of Chicago and a degree in engineering from the University of Brussels. Dr. Jorion has authored more than a hundred publications-directed towards academics and practitioners-on the topic of risk management and international finance. His work has received several prizes for research. Dr. Jorion has written the first five editions of Financial Risk Manager Handbook (Wiley), as well as Financial Risk Management: Domestic and International Dimensions; Big Bets Gone Bad: Derivatives and Bankruptcy in Orange County; and Value at Risk: The New Benchmark for Managing Financial Risk. He is also a Managing Director in the Risk Management Group at Pacific Alternative Asset Management Company (PAAMCO), a global fund of hedge funds.

*A minimum purchase of $35 is required. Shipping is provided via FedEx SmartPost®
and FedEx Express Saver®. Average delivery time is 1 – 5 business days, but
is not guaranteed in that timeframe. Also allow 1 - 2 days for processing. Free shipping is eligible only in the continental United States and excludes
Hawaii, Alaska and Puerto Rico. FedEx service marks used by permission."Marketplace"
orders are not eligible for free or discounted shipping.